Kraft Foods Group Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0990 | 5.61 | |
| 0.5159 | 15.76 | |
| 0.7207 | 30.77 | |
| -0.2340 | -8.06 |
Estimation Period:
Sep 17, 2012 to Jul 2, 2015
Sep 17, 2012 to Jul 2, 2015
News Impact Curve
Volatility Forecasts
Other Kraft Foods Group Inc Analyses
Other EGARCH Analyses on Equities